I have IM accounts on Yahoo, AOL and MSN. Actually I use the AOL by far the most, but I have an occasional correspondent on Yahoo and MSN. By the way, on Mac OS X, I use the terrific client "Adium" which talks all those protocols, and is free. It is a nice UI on to the well known GAIM (GNU AIM) open source project.
Almost daily I get one or two new IM pings from unknown people, or more likely, robots, with some kind of a spam element, which I have to block to stop.
The weird thing is, the IM Spam is always from Yahoo, never from AOL or MSN. Are they doing something different?